wip

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -30,7 +30,7 @@ namespace CryptoExchange.Net
         /// <summary>
         /// List of socket connections currently connecting/connected
         /// </summary>
-        protected internal ConcurrentDictionary<int, SocketConnection> sockets = new();
+        protected internal ConcurrentDictionary<int, SocketConnection> socketConnections = new();
         /// <summary>
         /// Semaphore used while creating sockets
         /// </summary>
@@ -85,10 +85,10 @@ namespace CryptoExchange.Net
         {
             get
             {
-                if (!sockets.Any())
+                if (!socketConnections.Any())
                     return 0;
 
-                return sockets.Sum(s => s.Value.Socket.IncomingKbps);
+                return socketConnections.Sum(s => s.Value.IncomingKbps);
             }
         }
 
@@ -205,7 +205,7 @@ namespace CryptoExchange.Net
 
             if (socketConnection.PausedActivity)
             {
-                log.Write(LogLevel.Warning, $"Socket {socketConnection.Socket.Id} has been paused, can't subscribe at this moment");
+                log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't subscribe at this moment");
                 return new CallResult<UpdateSubscription>( new ServerError("Socket is paused"));
             }
 
@@ -230,12 +230,12 @@ namespace CryptoExchange.Net
             {
                 subscription.CancellationTokenRegistration = ct.Register(async () =>
                 {
-                    log.Write(LogLevel.Information, $"Socket {socketConnection.Socket.Id} Cancellation token set, closing subscription");
+                    log.Write(LogLevel.Information, $"Socket {socketConnection.SocketId} Cancellation token set, closing subscription");
                     await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
                 }, false);
             }
 
-            log.Write(LogLevel.Information, $"Socket {socketConnection.Socket.Id} subscription completed");
+            log.Write(LogLevel.Information, $"Socket {socketConnection.SocketId} subscription completed");
             return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
         }
 
@@ -317,7 +317,7 @@ namespace CryptoExchange.Net
 
             if (socketConnection.PausedActivity)
             {
-                log.Write(LogLevel.Warning, $"Socket {socketConnection.Socket.Id} has been paused, can't send query at this moment");
+                log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't send query at this moment");
                 return new CallResult<T>(new ServerError("Socket is paused"));
             }
 
@@ -368,7 +368,7 @@ namespace CryptoExchange.Net
             if (!result)
             {
                 await socket.CloseAsync().ConfigureAwait(false);
-                log.Write(LogLevel.Warning, $"Socket {socket.Socket.Id} authentication failed");
+                log.Write(LogLevel.Warning, $"Socket {socket.SocketId} authentication failed");
                 result.Error!.Message = "Authentication failed: " + result.Error.Message;
                 return new CallResult<bool>(result.Error);
             }
@@ -471,7 +471,7 @@ namespace CryptoExchange.Net
                 var desResult = Deserialize<T>(messageEvent.JsonData);
                 if (!desResult)
                 {
-                    log.Write(LogLevel.Warning, $"Socket {connection.Socket.Id} Failed to deserialize data into type {typeof(T)}: {desResult.Error}");
+                    log.Write(LogLevel.Warning, $"Socket {connection.SocketId} Failed to deserialize data into type {typeof(T)}: {desResult.Error}");
                     return;
                 }
 
@@ -494,7 +494,7 @@ namespace CryptoExchange.Net
         {
             genericHandlers.Add(identifier, action);
             var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, action);
-            foreach (var connection in sockets.Values)
+            foreach (var connection in socketConnections.Values)
                 connection.AddSubscription(subscription);
         }
 
@@ -507,13 +507,13 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         protected virtual SocketConnection GetSocketConnection(SocketApiClient apiClient, string address, bool authenticated)
         {
-            var socketResult = sockets.Where(s => s.Value.Socket.Url.TrimEnd('/') == address.TrimEnd('/')
+            var socketResult = socketConnections.Where(s => s.Value.Uri.ToString().TrimEnd('/') == address.TrimEnd('/')
                                                   && (s.Value.ApiClient.GetType() == apiClient.GetType())
                                                   && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.SubscriptionCount).FirstOrDefault();
             var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
             if (result != null)
             {
-                if (result.SubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (sockets.Count >= MaxSocketConnections && sockets.All(s => s.Value.SubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
+                if (result.SubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= MaxSocketConnections && socketConnections.All(s => s.Value.SubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
                 {
                     // Use existing socket if it has less than target connections OR it has the least connections and we can't make new
                     return result;
@@ -548,13 +548,13 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         protected virtual async Task<CallResult<bool>> ConnectSocketAsync(SocketConnection socketConnection)
         {
-            if (await socketConnection.Socket.ConnectAsync().ConfigureAwait(false))
+            if (await socketConnection.ConnectAsync().ConfigureAwait(false))
             {
-                sockets.TryAdd(socketConnection.Socket.Id, socketConnection);
+                socketConnections.TryAdd(socketConnection.SocketId, socketConnection);
                 return new CallResult<bool>(true);
             }
 
-            socketConnection.Socket.Dispose();
+            socketConnection.Dispose();
             return new CallResult<bool>(new CantConnectError());
         }
 
@@ -605,19 +605,19 @@ namespace CryptoExchange.Net
                     if (disposing)
                         break;
                     
-                    foreach (var socket in sockets.Values)
+                    foreach (var socket in socketConnections.Values)
                     {
                         if (disposing)
                             break;
 
-                        if (!socket.Socket.IsOpen)
+                        if (!socket.Connected)
                             continue;
 
                         var obj = objGetter(socket);
                         if (obj == null)
                             continue;
 
-                        log.Write(LogLevel.Trace, $"Socket {socket.Socket.Id} sending periodic {identifier}");
+                        log.Write(LogLevel.Trace, $"Socket {socket.SocketId} sending periodic {identifier}");
 
                         try
                         {
@@ -625,7 +625,7 @@ namespace CryptoExchange.Net
                         }
                         catch (Exception ex)
                         {
-                            log.Write(LogLevel.Warning, $"Socket {socket.Socket.Id} Periodic send {identifier} failed: " + ex.ToLogString());
+                            log.Write(LogLevel.Warning, $"Socket {socket.SocketId} Periodic send {identifier} failed: " + ex.ToLogString());
                         }
                     }
                 }
@@ -642,7 +642,7 @@ namespace CryptoExchange.Net
 
             SocketSubscription? subscription = null;
             SocketConnection? connection = null;
-            foreach(var socket in sockets.Values.ToList())
+            foreach(var socket in socketConnections.Values.ToList())
             {
                 subscription = socket.GetSubscription(subscriptionId);
                 if (subscription != null)
@@ -679,13 +679,13 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAllAsync()
         {
-            log.Write(LogLevel.Information, $"Closing all {sockets.Sum(s => s.Value.SubscriptionCount)} subscriptions");
+            log.Write(LogLevel.Information, $"Closing all {socketConnections.Sum(s => s.Value.SubscriptionCount)} subscriptions");
 
             await Task.Run(async () =>
             {
                 var tasks = new List<Task>();
                 {
-                    var socketList = sockets.Values;
+                    var socketList = socketConnections.Values;
                     foreach (var sub in socketList)
                         tasks.Add(sub.CloseAsync());
                 }

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -41,10 +41,6 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         Encoding? Encoding { get; set; }
         /// <summary>
-        /// Whether socket is in the process of reconnecting
-        /// </summary>
-        bool Reconnecting { get; set; }
-        /// <summary>
         /// The max amount of outgoing messages per second
         /// </summary>
         int? RatelimitPerSecond { get; set; }
@@ -61,9 +57,9 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         Func<string, string>? DataInterpreterString { get; set; }
         /// <summary>
-        /// The url the socket connects to
+        /// The uri the socket connects to
         /// </summary>
-        string Url { get; }
+        Uri Uri { get; }
         /// <summary>
         /// Whether the socket connection is closed
         /// </summary>
@@ -90,6 +86,7 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         /// <returns></returns>
         Task<bool> ConnectAsync();
+        Task ProcessAsync();
         /// <summary>
         /// Send data
         /// </summary>

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -483,7 +483,7 @@ namespace CryptoExchange.Net.OrderBook
         /// <param name="timeout">Max wait time</param>
         /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        protected async Task<CallResult<bool>> WaitForSetOrderBookAsync(int timeout, CancellationToken ct)
+        protected async Task<CallResult<bool>> WaitForSetOrderBookAsync(TimeSpan timeout, CancellationToken ct)
         {
             var startWait = DateTime.UtcNow;
             while (!bookSet && Status == OrderBookStatus.Syncing)
@@ -491,12 +491,12 @@ namespace CryptoExchange.Net.OrderBook
                 if(ct.IsCancellationRequested)
                     return new CallResult<bool>(new CancellationRequestedError());
 
-                if ((DateTime.UtcNow - startWait).TotalMilliseconds > timeout)
+                if (DateTime.UtcNow - startWait > timeout)
                     return new CallResult<bool>(new ServerError("Timeout while waiting for data"));
 
                 try
                 {
-                    await Task.Delay(10, ct).ConfigureAwait(false);
+                    await Task.Delay(50, ct).ConfigureAwait(false);
                 }
                 catch (OperationCanceledException)
                 { }

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -26,17 +26,11 @@ namespace CryptoExchange.Net.Sockets
         private static readonly object streamIdLock = new object();
 
         private ClientWebSocket _socket;
-        private Task? _sendTask;
-        private Task? _receiveTask;
-        private Task? _timeoutTask;
         private readonly AsyncResetEvent _sendEvent;
         private readonly ConcurrentQueue<byte[]> _sendBuffer;
         private readonly IDictionary<string, string> cookies;
         private readonly IDictionary<string, string> headers;
         private CancellationTokenSource _ctsSource;
-        private bool _closing;
-        private bool _startedSent;
-        private bool _startedReceive;
 
         private readonly List<DateTime> _outgoingMessages;
         private DateTime _lastReceivedMessagesUpdate;
@@ -78,9 +72,6 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public string? Origin { get; set; }
 
-        /// <inheritdoc />
-        public bool Reconnecting { get; set; }
-
         /// <summary>
         /// The timestamp this socket has been active for the last time
         /// </summary>
@@ -97,13 +88,13 @@ namespace CryptoExchange.Net.Sockets
         public Func<string, string>? DataInterpreterString { get; set; }
 
         /// <inheritdoc />
-        public string Url { get; }
+        public Uri Uri { get; }
 
         /// <inheritdoc />
         public bool IsClosed => _socket.State == WebSocketState.Closed;
 
         /// <inheritdoc />
-        public bool IsOpen => _socket.State == WebSocketState.Open && !_closing;
+        public bool IsOpen => _socket.State == WebSocketState.Open && !_ctsSource.IsCancellationRequested;
 
         /// <summary>
         /// Ssl protocols supported. NOT USED BY THIS IMPLEMENTATION
@@ -179,8 +170,8 @@ namespace CryptoExchange.Net.Sockets
         /// ctor
         /// </summary>
         /// <param name="log">The log object to use</param>
-        /// <param name="url">The url the socket should connect to</param>
+        /// <param name="uri">The uri the socket should connect to</param>
-        public CryptoExchangeWebSocketClient(Log log, string url) : this(log, url, new Dictionary<string, string>(), new Dictionary<string, string>())
+        public CryptoExchangeWebSocketClient(Log log, Uri uri) : this(log, uri, new Dictionary<string, string>(), new Dictionary<string, string>())
         {
         }
 
@@ -188,14 +179,14 @@ namespace CryptoExchange.Net.Sockets
         /// ctor
         /// </summary>
         /// <param name="log">The log object to use</param>
-        /// <param name="url">The url the socket should connect to</param>
+        /// <param name="uri">The uri the socket should connect to</param>
         /// <param name="cookies">Cookies to sent in the socket connection request</param>
         /// <param name="headers">Headers to sent in the socket connection request</param>
-        public CryptoExchangeWebSocketClient(Log log, string url, IDictionary<string, string> cookies, IDictionary<string, string> headers)
+        public CryptoExchangeWebSocketClient(Log log, Uri uri, IDictionary<string, string> cookies, IDictionary<string, string> headers)
         {
             Id = NextStreamId();
             this.log = log;
-            Url = url;
+            Uri = uri;
             this.cookies = cookies;
             this.headers = headers;
 
@@ -212,13 +203,16 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public virtual void SetProxy(ApiProxy proxy)
         {
-            Uri.TryCreate($"{proxy.Host}:{proxy.Port}", UriKind.Absolute, out var uri);
+            if (!Uri.TryCreate($"{proxy.Host}:{proxy.Port}", UriKind.Absolute, out var uri))
+                throw new ArgumentException("Proxy settings invalid, {proxy.Host}:{proxy.Port} not a valid URI", nameof(proxy));
+
             _socket.Options.Proxy = uri?.Scheme == null
                 ? _socket.Options.Proxy = new WebProxy(proxy.Host, proxy.Port)
                 : _socket.Options.Proxy = new WebProxy
                 {
                     Address = uri
                 };
+
             if (proxy.Login != null)
                 _socket.Options.Proxy.Credentials = new NetworkCredential(proxy.Login, proxy.Password);
         }
@@ -230,7 +224,7 @@ namespace CryptoExchange.Net.Sockets
             try
             {
                 using CancellationTokenSource tcs = new CancellationTokenSource(TimeSpan.FromSeconds(10));                
-                await _socket.ConnectAsync(new Uri(Url), tcs.Token).ConfigureAwait(false);
+                await _socket.ConnectAsync(Uri, tcs.Token).ConfigureAwait(false);
                 
                 Handle(openHandlers);
             }
@@ -239,35 +233,25 @@ namespace CryptoExchange.Net.Sockets
                 log.Write(LogLevel.Debug, $"Socket {Id} connection failed: " + e.ToLogString());
                 return false;
             }
-
+    
-            log.Write(LogLevel.Trace, $"Socket {Id} connection succeeded, starting communication");
+            log.Write(LogLevel.Debug, $"Socket {Id} connected to {Uri}");
-            _sendTask = Task.Factory.StartNew(SendLoopAsync, default, TaskCreationOptions.LongRunning | TaskCreationOptions.DenyChildAttach, TaskScheduler.Default).Unwrap();
-            _receiveTask = Task.Factory.StartNew(ReceiveLoopAsync, default, TaskCreationOptions.LongRunning | TaskCreationOptions.DenyChildAttach, TaskScheduler.Default).Unwrap();
-            if (Timeout != default)
-                _timeoutTask = Task.Run(CheckTimeoutAsync);
-
-            var sw = Stopwatch.StartNew();
-            while (!_startedSent || !_startedReceive)
-            {
-                // Wait for the tasks to have actually started
-                await Task.Delay(10).ConfigureAwait(false);
-
-                if(sw.ElapsedMilliseconds > 5000)
-                {
-                    _ = _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "", default);
-                    log.Write(LogLevel.Debug, $"Socket {Id} startup interupted");
-                    return false;
-                }    
-            }
-
-            log.Write(LogLevel.Debug, $"Socket {Id} connected to {Url}");
             return true;
         }
 
+        /// <inheritdoc />
+        public virtual async Task ProcessAsync()
+        {
+            var sendTask = SendLoopAsync();
+            var receiveTask = ReceiveLoopAsync();
+            var timeoutTask = Timeout != default ? CheckTimeoutAsync() : Task.CompletedTask;
+            log.Write(LogLevel.Debug, $"Socket {Id} processing started");
+            await Task.WhenAll(sendTask, receiveTask, timeoutTask).ConfigureAwait(false);
+        }
+
         /// <inheritdoc />
         public virtual void Send(string data)
         {
-            if (_closing)
+            if (_ctsSource.IsCancellationRequested)
                 throw new InvalidOperationException($"Socket {Id} Can't send data when socket is not connected");
 
             var bytes = _encoding.GetBytes(data);
@@ -280,36 +264,21 @@ namespace CryptoExchange.Net.Sockets
         public virtual async Task CloseAsync()
         {
             log.Write(LogLevel.Debug, $"Socket {Id} closing");
-            await CloseInternalAsync(true, true).ConfigureAwait(false);
+            await CloseInternalAsync().ConfigureAwait(false);
         }
         
         /// <summary>
-        /// Internal close method, will wait for each task to complete to gracefully close
+        /// Internal close method
         /// </summary>
-        /// <param name="waitSend"></param>
-        /// <param name="waitReceive"></param>
         /// <returns></returns>
-        private async Task CloseInternalAsync(bool waitSend, bool waitReceive)
+        private async Task CloseInternalAsync()
         {
-            if (_closing)
-                return;
-
-            _closing = true;
-            var tasksToAwait = new List<Task>();
-            if (_socket.State == WebSocketState.Open)
-                tasksToAwait.Add(_socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default));
-
             _ctsSource.Cancel();
             _sendEvent.Set();
-            if (waitSend)
-                tasksToAwait.Add(_sendTask!);
-            if (waitReceive)
-                tasksToAwait.Add(_receiveTask!);
-            if (_timeoutTask != null)
-                tasksToAwait.Add(_timeoutTask);
 
-            log.Write(LogLevel.Trace, $"Socket {Id} waiting for communication loops to finish");
+            if (_socket.State == WebSocketState.Open)
-            await Task.WhenAll(tasksToAwait).ConfigureAwait(false);
+                await _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
+
             log.Write(LogLevel.Debug, $"Socket {Id} closed");
             Handle(closeHandlers);
         }
@@ -335,7 +304,6 @@ namespace CryptoExchange.Net.Sockets
         {
             log.Write(LogLevel.Debug, $"Socket {Id} resetting");
             _ctsSource = new CancellationTokenSource();
-            _closing = false;
 
             while (_sendBuffer.TryDequeue(out _)) { } // Clear send buffer
 
@@ -366,17 +334,16 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         private async Task SendLoopAsync()
         {
-            _startedSent = true;
             try
             {
                 while (true)
                 {
-                    if (_closing)
+                    if (_ctsSource.IsCancellationRequested)
                         break;
 
                     await _sendEvent.WaitAsync().ConfigureAwait(false);
 
-                    if (_closing)
+                    if (_ctsSource.IsCancellationRequested)
                         break;
 
                     while (_sendBuffer.TryDequeue(out var data))
@@ -388,7 +355,7 @@ namespace CryptoExchange.Net.Sockets
                             while (MessagesSentLastSecond() >= RatelimitPerSecond)
                             {
                                 start ??= DateTime.UtcNow;
-                                await Task.Delay(10).ConfigureAwait(false);
+                                await Task.Delay(50).ConfigureAwait(false);
                             }
 
                             if (start != null)
@@ -410,7 +377,7 @@ namespace CryptoExchange.Net.Sockets
                         {
                             // Connection closed unexpectedly, .NET framework                      
                             Handle(errorHandlers, ioe);
-                            _ = Task.Run(async () => await CloseInternalAsync(false, true).ConfigureAwait(false));
+                            await CloseInternalAsync().ConfigureAwait(false);
                             break;
                         }
                     }
@@ -427,7 +394,6 @@ namespace CryptoExchange.Net.Sockets
             finally
             {
                 log.Write(LogLevel.Trace, $"Socket {Id} Send loop finished");
-                _startedSent = false;
             }
         }
 
@@ -437,14 +403,13 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         private async Task ReceiveLoopAsync()
         {
-            _startedReceive = true;
             var buffer = new ArraySegment<byte>(new byte[65536]);
             var received = 0;
             try
             {
                 while (true)
                 {
-                    if (_closing)
+                    if (_ctsSource.IsCancellationRequested)
                         break;
 
                     MemoryStream? memoryStream = null;
@@ -468,7 +433,7 @@ namespace CryptoExchange.Net.Sockets
                         {
                             // Connection closed unexpectedly        
                             Handle(errorHandlers, wse);
-                            _ = Task.Run(async () => await CloseInternalAsync(true, true).ConfigureAwait(false));
+                            await CloseInternalAsync().ConfigureAwait(false);
                             break;
                         }
 
@@ -476,7 +441,7 @@ namespace CryptoExchange.Net.Sockets
                         {
                             // Connection closed unexpectedly        
                             log.Write(LogLevel.Debug, $"Socket {Id} received `Close` message");
-                            _ = Task.Run(async () => await CloseInternalAsync(true, true).ConfigureAwait(false));
+                            await CloseInternalAsync().ConfigureAwait(false);
                             break;
                         }
 
@@ -515,7 +480,7 @@ namespace CryptoExchange.Net.Sockets
                         break;
                     }
 
-                    if (receiveResult == null || _closing)
+                    if (receiveResult == null || _ctsSource.IsCancellationRequested)
                     {
                         // Error during receiving or cancellation requested, stop.
                         break;
@@ -547,7 +512,6 @@ namespace CryptoExchange.Net.Sockets
             finally
             {
                 log.Write(LogLevel.Trace, $"Socket {Id} Receive loop finished");
-                _startedReceive = false;
             }
         }
 
@@ -615,7 +579,7 @@ namespace CryptoExchange.Net.Sockets
             { 
                 while (true)
                 {
-                    if (_closing)
+                    if (_ctsSource.IsCancellationRequested)
                         return;
 
                     if (DateTime.UtcNow - LastActionTime > Timeout)

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -65,12 +65,16 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// If connection is made
         /// </summary>
-        public bool Connected { get; private set; }
+        public bool Connected => Socket.IsOpen;
 
         /// <summary>
         /// The underlying websocket
         /// </summary>
-        public IWebsocket Socket { get; set; }
+        private IWebsocket Socket { get; set; }
+        public int SocketId => Socket.Id;
+
+        public double IncomingKbps => Socket.IncomingKbps;
+        public Uri Uri => Socket.Uri;
 
         /// <summary>
         /// The API client the connection is for
@@ -129,6 +133,7 @@ namespace CryptoExchange.Net.Sockets
         private readonly BaseSocketClient socketClient;
 
         private readonly List<PendingRequest> pendingRequests;
+        private Task _socketProcessReconnectTask;
 
         /// <summary>
         /// New socket connection
@@ -149,10 +154,215 @@ namespace CryptoExchange.Net.Sockets
 
             Socket.Timeout = client.ClientOptions.SocketNoDataTimeout;
             Socket.OnMessage += ProcessMessage;
-            Socket.OnClose += SocketOnClose;
             Socket.OnOpen += SocketOnOpen;
         }
         
+        public async Task<bool> ConnectAsync()
+        {
+            var connected = await Socket.ConnectAsync().ConfigureAwait(false);
+            if (connected)
+                StartProcessingTask();
+
+            return connected;
+        }
+
+        public async Task TriggerReconnectAsync()
+        {
+            await Socket.CloseAsync().ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Close the connection
+        /// </summary>
+        /// <returns></returns>
+        public async Task CloseAsync()
+        {
+            ShouldReconnect = false;
+            if (socketClient.socketConnections.ContainsKey(Socket.Id))
+                socketClient.socketConnections.TryRemove(Socket.Id, out _);
+
+            lock (subscriptionLock)
+            {
+                foreach (var subscription in subscriptions)
+                {
+                    if (subscription.CancellationTokenRegistration.HasValue)
+                        subscription.CancellationTokenRegistration.Value.Dispose();
+                }
+            }
+            await Socket.CloseAsync().ConfigureAwait(false);
+            Socket.Dispose();
+            await _socketProcessReconnectTask.ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Close a subscription on this connection. If all subscriptions on this connection are closed the connection gets closed as well
+        /// </summary>
+        /// <param name="subscription">Subscription to close</param>
+        /// <returns></returns>
+        public async Task CloseAsync(SocketSubscription subscription)
+        {
+            if (!Socket.IsOpen)
+                return;
+
+            if (subscription.CancellationTokenRegistration.HasValue)
+                subscription.CancellationTokenRegistration.Value.Dispose();
+
+            if (subscription.Confirmed)
+                await socketClient.UnsubscribeAsync(this, subscription).ConfigureAwait(false);
+
+            bool shouldCloseConnection;
+            lock (subscriptionLock)
+                shouldCloseConnection = !subscriptions.Any(r => r.UserSubscription && subscription != r);
+
+            if (shouldCloseConnection)
+                await CloseAsync().ConfigureAwait(false);
+
+            lock (subscriptionLock)
+                subscriptions.Remove(subscription);
+        }
+
+        private void StartProcessingTask()
+        {
+            _socketProcessReconnectTask = Task.Run(async () =>
+            {
+                await Socket.ProcessAsync().ConfigureAwait(false);
+                await ReconnectAsync().ConfigureAwait(false);
+            });
+        }
+
+        private async Task ReconnectAsync()
+        {
+            // Fail all pending requests
+            lock (pendingRequests)
+            {
+                foreach (var pendingRequest in pendingRequests.ToList())
+                {
+                    pendingRequest.Fail();
+                    pendingRequests.Remove(pendingRequest);
+                }
+            }
+
+            if (socketClient.ClientOptions.AutoReconnect && ShouldReconnect)
+            {
+                // Should reconnect
+                DisconnectTime = DateTime.UtcNow;
+                log.Write(LogLevel.Warning, $"Socket {Socket.Id} Connection lost, will try to reconnect");
+                if (!lostTriggered)
+                {
+                    lostTriggered = true;
+                    ConnectionLost?.Invoke();
+                }
+
+                while (ShouldReconnect)
+                {
+                    if (ReconnectTry > 0)
+                    {
+                        // Wait a bit before attempting reconnect
+                        await Task.Delay(socketClient.ClientOptions.ReconnectInterval).ConfigureAwait(false);
+                    }
+
+                    if (!ShouldReconnect)
+                    {
+                        // Should reconnect changed to false while waiting to reconnect
+                        return;
+                    }
+
+                    Socket.Reset();
+                    if (!await Socket.ConnectAsync().ConfigureAwait(false))
+                    {
+                        // Reconnect failed
+                        ReconnectTry++;
+                        ResubscribeTry = 0;
+                        if (socketClient.ClientOptions.MaxReconnectTries != null
+                        && ReconnectTry >= socketClient.ClientOptions.MaxReconnectTries)
+                        {
+                            log.Write(LogLevel.Warning, $"Socket {Socket.Id} failed to reconnect after {ReconnectTry} tries, closing");
+                            ShouldReconnect = false;
+
+                            if (socketClient.socketConnections.ContainsKey(Socket.Id))
+                                socketClient.socketConnections.TryRemove(Socket.Id, out _);
+
+                            _ = Task.Run(() => ConnectionClosed?.Invoke());
+                            // Reached max tries, break loop and leave connection closed
+                            break;
+                        }
+
+                        // Continue to try again
+                        log.Write(LogLevel.Debug, $"Socket {Socket.Id} failed to reconnect{(socketClient.ClientOptions.MaxReconnectTries != null ? $", try {ReconnectTry}/{socketClient.ClientOptions.MaxReconnectTries}" : "")}, will try again in {socketClient.ClientOptions.ReconnectInterval}");
+                        continue;
+                    }
+
+                    // Successfully reconnected, start processing
+                    StartProcessingTask();
+
+                    ReconnectTry = 0;
+                    var time = DisconnectTime;
+                    DisconnectTime = null;
+
+                    log.Write(LogLevel.Information, $"Socket {Socket.Id} reconnected after {DateTime.UtcNow - time}");
+
+                    var reconnectResult = await ProcessReconnectAsync().ConfigureAwait(false);
+                    if (!reconnectResult)
+                    {
+                        // Failed to resubscribe everything
+                        ResubscribeTry++;
+                        DisconnectTime = time;
+
+                        if (socketClient.ClientOptions.MaxResubscribeTries != null &&
+                        ResubscribeTry >= socketClient.ClientOptions.MaxResubscribeTries)
+                        {
+                            log.Write(LogLevel.Warning, $"Socket {Socket.Id} failed to resubscribe after {ResubscribeTry} tries, closing. Last resubscription error: {reconnectResult.Error}");
+                            ShouldReconnect = false;
+
+                            if (socketClient.socketConnections.ContainsKey(Socket.Id))
+                                socketClient.socketConnections.TryRemove(Socket.Id, out _);
+
+                            _ = Task.Run(() => ConnectionClosed?.Invoke());
+                        }
+                        else
+                            log.Write(LogLevel.Debug, $"Socket {Socket.Id} resubscribing all subscriptions failed on reconnected socket{(socketClient.ClientOptions.MaxResubscribeTries != null ? $", try {ResubscribeTry}/{socketClient.ClientOptions.MaxResubscribeTries}" : "")}. Error: {reconnectResult.Error}. Disconnecting and reconnecting.");
+
+                        // Failed resubscribe, close socket if it is still open
+                        if (Socket.IsOpen)
+                            await Socket.CloseAsync().ConfigureAwait(false);
+                        else
+                            DisconnectTime = DateTime.UtcNow;
+
+                        // Break out of the loop, the new processing task should reconnect again
+                        break;
+                    }
+                    else
+                    {
+                        // Succesfully reconnected
+                        log.Write(LogLevel.Information, $"Socket {Socket.Id} data connection restored.");
+                        ResubscribeTry = 0;
+                        if (lostTriggered)
+                        {
+                            lostTriggered = false;
+                            _ = Task.Run(() => ConnectionRestored?.Invoke(time.HasValue ? DateTime.UtcNow - time.Value : TimeSpan.FromSeconds(0))).ConfigureAwait(false);
+                        }
+
+                        break;
+                    }
+                }
+            }
+            else
+            {
+                if (!socketClient.ClientOptions.AutoReconnect && ShouldReconnect)
+                    _ = Task.Run(() => ConnectionClosed?.Invoke());
+
+                // No reconnecting needed
+                log.Write(LogLevel.Information, $"Socket {Socket.Id} closed");
+                if (socketClient.socketConnections.ContainsKey(Socket.Id))
+                    socketClient.socketConnections.TryRemove(Socket.Id, out _);
+            }
+        }
+
+        public void Dispose()
+        {
+            Socket.Dispose();
+        }
+
         /// <summary>
         /// Process a message received by the socket
         /// </summary>
@@ -202,12 +412,20 @@ namespace CryptoExchange.Net.Sockets
 
             // Message was not a request response, check data handlers
             var messageEvent = new MessageEvent(this, tokenData, socketClient.ClientOptions.OutputOriginalData ? data: null, timestamp);
-            if (!HandleData(messageEvent) && !handledResponse)
+            var (handled, userProcessTime) = HandleData(messageEvent);
+            if (!handled && !handledResponse)
             {
                 if (!socketClient.UnhandledMessageExpected)
                     log.Write(LogLevel.Warning, $"Socket {Socket.Id} Message not handled: " + tokenData);
                 UnhandledMessage?.Invoke(tokenData);
             }
+
+            var total = DateTime.UtcNow - timestamp;
+            if (userProcessTime.TotalMilliseconds > 500)
+                log.Write(LogLevel.Debug, $"Socket {Socket.Id} message processing slow ({(int)total.TotalMilliseconds}ms), consider offloading data handling to another thread. " +
+                                                "Data from this socket may arrive late or not at all if message processing is continuously slow.");
+            
+            log.Write(LogLevel.Trace, $"Socket {Socket.Id} message processed in {(int)total.TotalMilliseconds}ms, ({(int)userProcessTime.TotalMilliseconds}ms user code)");
         }
 
         /// <summary>
@@ -246,13 +464,13 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         /// <param name="messageEvent"></param>
         /// <returns>True if the data was successfully handled</returns>
-        private bool HandleData(MessageEvent messageEvent)
+        private (bool, TimeSpan) HandleData(MessageEvent messageEvent)
         {
             SocketSubscription? currentSubscription = null;
             try
             { 
                 var handled = false;
-                var sw = Stopwatch.StartNew();
+                TimeSpan userCodeDuration = TimeSpan.Zero;
 
                 // Loop the subscriptions to check if any of them signal us that the message is for them
                 List<SocketSubscription> subscriptionsCopy;
@@ -267,7 +485,10 @@ namespace CryptoExchange.Net.Sockets
                         if (socketClient.MessageMatchesHandler(this, messageEvent.JsonData, subscription.Identifier!))
                         {
                             handled = true;
+                            var userSw = Stopwatch.StartNew();
                             subscription.MessageHandler(messageEvent);
+                            userSw.Stop();
+                            userCodeDuration = userSw.Elapsed;
                         }
                     }
                     else
@@ -276,24 +497,21 @@ namespace CryptoExchange.Net.Sockets
                         {
                             handled = true;
                             messageEvent.JsonData = socketClient.ProcessTokenData(messageEvent.JsonData);
+                            var userSw = Stopwatch.StartNew();
                             subscription.MessageHandler(messageEvent);
+                            userSw.Stop();
+                            userCodeDuration = userSw.Elapsed;
                         }
                     }
                 }
-                
+                               
-                sw.Stop();
+                return (handled, userCodeDuration);
-                if (sw.ElapsedMilliseconds > 500)
-                    log.Write(LogLevel.Debug, $"Socket {Socket.Id} message processing slow ({sw.ElapsedMilliseconds}ms), consider offloading data handling to another thread. " +
-                                                    "Data from this socket may arrive late or not at all if message processing is continuously slow.");
-                else
-                    log.Write(LogLevel.Trace, $"Socket {Socket.Id} message processed in {sw.ElapsedMilliseconds}ms");
-                return handled;
             }
             catch (Exception ex)
             {
                 log.Write(LogLevel.Error, $"Socket {Socket.Id} Exception during message processing\r\nException: {ex.ToLogString()}\r\nData: {messageEvent.JsonData}");
                 currentSubscription?.InvokeExceptionHandler(ex);
-                return false;
+                return (false, TimeSpan.Zero);
             }
         }
 
@@ -347,135 +565,6 @@ namespace CryptoExchange.Net.Sockets
         {
             ReconnectTry = 0;
             PausedActivity = false;
-            Connected = true;
-        }
-
-        /// <summary>
-        /// Handler for a socket closing. Reconnects the socket if needed, or removes it from the active socket list if not
-        /// </summary>
-        protected virtual void SocketOnClose()
-        {
-            lock (pendingRequests)
-            {
-                foreach(var pendingRequest in pendingRequests.ToList())
-                {
-                    pendingRequest.Fail();
-                    pendingRequests.Remove(pendingRequest);
-                }
-            }
-
-            if (socketClient.ClientOptions.AutoReconnect && ShouldReconnect)
-            {
-                if (Socket.Reconnecting)
-                    return; // Already reconnecting
-
-                Socket.Reconnecting = true;
-
-                DisconnectTime = DateTime.UtcNow;
-                log.Write(LogLevel.Warning, $"Socket {Socket.Id} Connection lost, will try to reconnect");
-                if (!lostTriggered)
-                {
-                    lostTriggered = true;
-                    ConnectionLost?.Invoke();
-                }
-
-                Task.Run(async () =>
-                {
-                    while (ShouldReconnect)
-                    {
-                        if (ReconnectTry > 0)
-                        {
-                            // Wait a bit before attempting reconnect
-                            await Task.Delay(socketClient.ClientOptions.ReconnectInterval).ConfigureAwait(false);
-                        }
-
-                        if (!ShouldReconnect)
-                        {
-                            // Should reconnect changed to false while waiting to reconnect
-                            Socket.Reconnecting = false;
-                            return;
-                        }
-
-                        Socket.Reset();
-                        if (!await Socket.ConnectAsync().ConfigureAwait(false))
-                        {
-                            ReconnectTry++;
-                            ResubscribeTry = 0;
-                            if (socketClient.ClientOptions.MaxReconnectTries != null
-                            && ReconnectTry >= socketClient.ClientOptions.MaxReconnectTries)
-                            {
-                                log.Write(LogLevel.Warning, $"Socket {Socket.Id} failed to reconnect after {ReconnectTry} tries, closing");
-                                ShouldReconnect = false;
-
-                                if (socketClient.sockets.ContainsKey(Socket.Id))
-                                    socketClient.sockets.TryRemove(Socket.Id, out _);
-
-                                _ = Task.Run(() => ConnectionClosed?.Invoke());
-                                break;
-                            }
-
-                            log.Write(LogLevel.Debug, $"Socket {Socket.Id} failed to reconnect{(socketClient.ClientOptions.MaxReconnectTries != null ? $", try {ReconnectTry}/{socketClient.ClientOptions.MaxReconnectTries}": "")}, will try again in {socketClient.ClientOptions.ReconnectInterval}");
-                            continue;
-                        }
-
-                        // Successfully reconnected
-                        var time = DisconnectTime;
-                        DisconnectTime = null;
-
-                        log.Write(LogLevel.Information, $"Socket {Socket.Id} reconnected after {DateTime.UtcNow - time}");
-
-                        var reconnectResult = await ProcessReconnectAsync().ConfigureAwait(false);
-                        if (!reconnectResult)
-                        {
-                            ResubscribeTry++;
-                            DisconnectTime = time;
-
-                            if (socketClient.ClientOptions.MaxResubscribeTries != null &&
-                            ResubscribeTry >= socketClient.ClientOptions.MaxResubscribeTries)
-                            {
-                                log.Write(LogLevel.Warning, $"Socket {Socket.Id} failed to resubscribe after {ResubscribeTry} tries, closing. Last resubscription error: {reconnectResult.Error}");
-                                ShouldReconnect = false;
-
-                                if (socketClient.sockets.ContainsKey(Socket.Id))
-                                    socketClient.sockets.TryRemove(Socket.Id, out _);
-
-                                _ = Task.Run(() => ConnectionClosed?.Invoke());
-                            }
-                            else
-                                log.Write(LogLevel.Debug, $"Socket {Socket.Id} resubscribing all subscriptions failed on reconnected socket{(socketClient.ClientOptions.MaxResubscribeTries != null ? $", try {ResubscribeTry}/{socketClient.ClientOptions.MaxResubscribeTries}" : "")}. Error: {reconnectResult.Error}. Disconnecting and reconnecting.");
-
-                            if (Socket.IsOpen)                            
-                                await Socket.CloseAsync().ConfigureAwait(false);                            
-                            else
-                                DisconnectTime = DateTime.UtcNow;
-                        }
-                        else
-                        {
-                            log.Write(LogLevel.Information, $"Socket {Socket.Id} data connection restored.");
-                            ResubscribeTry = 0;
-                            if (lostTriggered)
-                            {
-                                lostTriggered = false;
-                                _ = Task.Run(() => ConnectionRestored?.Invoke(time.HasValue ? DateTime.UtcNow - time.Value : TimeSpan.FromSeconds(0))).ConfigureAwait(false);
-                            }
-
-                            break;
-                        }
-                    }
-
-                    Socket.Reconnecting = false;
-                });
-            }
-            else
-            {
-                if (!socketClient.ClientOptions.AutoReconnect && ShouldReconnect)
-                    _ = Task.Run(() => ConnectionClosed?.Invoke());
-
-                // No reconnecting needed
-                log.Write(LogLevel.Information, $"Socket {Socket.Id} closed");
-                if (socketClient.sockets.ContainsKey(Socket.Id))
-                    socketClient.sockets.TryRemove(Socket.Id, out _);
-            }
         }
 
         private async Task<CallResult<bool>> ProcessReconnectAsync()
@@ -535,56 +624,6 @@ namespace CryptoExchange.Net.Sockets
 
             return await socketClient.SubscribeAndWaitAsync(this, socketSubscription.Request!, socketSubscription).ConfigureAwait(false);
         }
-        
-        /// <summary>
-        /// Close the connection
-        /// </summary>
-        /// <returns></returns>
-        public async Task CloseAsync()
-        {
-            Connected = false;
-            ShouldReconnect = false;
-            if (socketClient.sockets.ContainsKey(Socket.Id))
-                socketClient.sockets.TryRemove(Socket.Id, out _);
-
-            lock (subscriptionLock) 
-            {
-                foreach (var subscription in subscriptions)
-                {
-                    if (subscription.CancellationTokenRegistration.HasValue)
-                        subscription.CancellationTokenRegistration.Value.Dispose();
-                }
-            }
-            await Socket.CloseAsync().ConfigureAwait(false);
-            Socket.Dispose();
-        }
-
-        /// <summary>
-        /// Close a subscription on this connection. If all subscriptions on this connection are closed the connection gets closed as well
-        /// </summary>
-        /// <param name="subscription">Subscription to close</param>
-        /// <returns></returns>
-        public async Task CloseAsync(SocketSubscription subscription)
-        {
-            if (!Socket.IsOpen)
-                return;
-
-            if (subscription.CancellationTokenRegistration.HasValue)
-                subscription.CancellationTokenRegistration.Value.Dispose();
-
-            if (subscription.Confirmed)
-                await socketClient.UnsubscribeAsync(this, subscription).ConfigureAwait(false);
-
-            bool shouldCloseConnection;
-            lock (subscriptionLock)
-                shouldCloseConnection = !subscriptions.Any(r => r.UserSubscription && subscription != r);
-
-            if (shouldCloseConnection)
-                await CloseAsync().ConfigureAwait(false);
-
-            lock (subscriptionLock)
-                subscriptions.Remove(subscription);            
-        }
     }
 
     internal class PendingRequest

CryptoExchange.Net/Sockets/UpdateSubscription.cs

@@ -72,7 +72,7 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// The id of the socket
         /// </summary>
-        public int SocketId => connection.Socket.Id;
+        public int SocketId => connection.SocketId;
 
         /// <summary>
         /// The id of the subscription
@@ -103,9 +103,9 @@ namespace CryptoExchange.Net.Sockets
         /// Close the socket to cause a reconnect
         /// </summary>
         /// <returns></returns>
-        internal Task ReconnectAsync()
+        public Task ReconnectAsync()
         {
-            return connection.Socket.CloseAsync();
+            return connection.TriggerReconnectAsync();
         }
 
         /// <summary>

CryptoExchange.Net/Sockets/WebsocketFactory.cs

@@ -1,4 +1,5 @@
-using System.Collections.Generic;
+using System;
+using System.Collections.Generic;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging;
 
@@ -12,13 +13,13 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public IWebsocket CreateWebsocket(Log log, string url)
         {
-            return new CryptoExchangeWebSocketClient(log, url);
+            return new CryptoExchangeWebSocketClient(log, new Uri(url));
         }
 
         /// <inheritdoc />
         public IWebsocket CreateWebsocket(Log log, string url, IDictionary<string, string> cookies, IDictionary<string, string> headers)
         {
-            return new CryptoExchangeWebSocketClient(log, url, cookies, headers);
+            return new CryptoExchangeWebSocketClient(log, new Uri(url), cookies, headers);
         }
     }
 }